Axes.grid() is not honoring a provided custom zorder. Instead the grid's zorder seems to be fixed at some miraculous value in between 2.5 and 2.6 (I could not find a key for grid zorder in rcParams). This can be annoying because than all other artists zorder have to be adjusted around the grid zorder as opposed to only changing the zorder of the grid.

Edit: I'm on mpl 1.4.3

Example:

import matplotlib.pyplot as plt 
ax = plt.gca()
ax.grid(lw=30, ls="-", zorder=-10)
ax.text(0, 0.5, "spam", color="r", size=200, zorder=2.5)
ax.text(0, 0, "eggs", color="g", size=200, zorder=2.6)
plt.show()